+13,634.3%
TSM vs BSX
+249.2%
+13,385.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.0% | +2.4% |
| 7D | +2.7% | +2.0% | +0.7% | +2.1% |
| 30D | +3.6% | +0.1% | +3.5% | +3.4% |
| 3M | -3.4% | -2.1% | -1.2% | -3.4% |
| 6M | +20.6% | -33.8% | +54.4% | +33.1% |
| YTD | +41.9% | -49.9% | +91.7% | +67.6% |
| 1Y | +84.4% | -55.4% | +139.8% | +124.3% |
| 3Y | +380.2% | -10.9% | +391.1% | +381.4% |
| 5Y | +275.3% | +6.4% | +268.9% | +256.7% |
| 10Y | +1,751.4% | +97.0% | +1,654.4% | +1,371.9% |
| All | +13,634.3% | +249.2% | +13,385.1% | +7,637.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling